NDLI: A data-cleaning augmented Kalman filter for robust estimation of state space models

Content Provider	Scilit
Author	Marczak, Martyna Proietti, Tommaso Grassi, Stefano
Copyright Year	2018
Description	Journal: Econometrics and Statistics
Related Links	https://pure.au.dk/ws/files/164779394/Proietti2018_A_data_cleaning_augmented_Kalman_filter_for_robust_estimation_of_state_space_models_AM.pdf
Ending Page	123
Page Count	17
Starting Page	107
ISSN	24523062
DOI	10.1016/j.ecosta.2017.02.002
Journal	Econometrics and Statistics
Volume Number	5
Language	English
Publisher	Elsevier BV
Publisher Date	2018-01-01
Access Restriction	Open
Subject Keyword	Journal: Econometrics and Statistics Asian Studies
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Economics and Econometrics Statistics, Probability and Uncertainty

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